Decision to push back Basel III implementation motivated by capital concerns, say market sources
Charlie Shin has left the Swiss bank
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position’s leverage. Simple parametric...
The move to central clearing will generate a wealth of information on derivatives around the region – but making use of this requires both trade repositories and data sharing. Progress on both has been slow
Natwest issued a product linked to a basket of Asian indexes before the financial crisis sent them plummeting, but the minimum return feature means investors will still have outperformed a direct investment in the indexes themselves
The Australian securities regulator is looking to consult on its trade repository plans at the end of the first quarter, with an eye to implementing the regime later in the year
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future